Necessary Conditions for the Optimality and Sustainability of Solutions in Infinite-Horizon Optimal Control Problems

被引:1
|
作者
Aseev, Sergey M. [1 ,2 ]
机构
[1] Russian Acad Sci, Steklov Math Inst, 8 Gubkina St, Moscow 119991, Russia
[2] Lomonosov Moscow State Univ, GSP 1, Moscow 119991, Russia
基金
俄罗斯科学基金会;
关键词
optimal control; infinite horizon; sustainability; asymptotic endpoint constraints; conditional cost function; Pontryagin maximum principle; MAXIMUM PRINCIPLE;
D O I
10.3390/math11183851
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
The paper deals with an infinite-horizon optimal control problem with general asymptotic endpoint constraints. The fulfillment of constraints of this type can be viewed as the minimal necessary condition for the sustainability of solutions. A new version of the Pontryagin maximum principle with an explicitly specified adjoint variable is developed. The proof of the main results is based on the fact that the restriction of the optimal process to any finite time interval is a solution to the corresponding finite-horizon problem containing the conditional cost of the phase vector as a terminal term.
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页数:15
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